mini-sized Dow ($5) Future December 2014

Trading Metrics calculated at close of trading on 10-Oct-2014

Day Change Summary
	Previous	Current
	09-Oct-2014	10-Oct-2014	Change	Change %	Previous Week
Open	16,903	16,541	-362	-2.1%	16,923
High	16,949	16,682	-267	-1.6%	17,020
Low	16,537	16,427	-110	-0.7%	16,427
Close	16,610	16,437	-173	-1.0%	16,437
Range	412	255	-157	-38.1%	593
ATR	204	208	4	1.8%	0
Volume	342,630	309,178	-33,452	-9.8%	1,273,023

Daily Pivots for day following 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,280	17,114	16,577
R3	17,025	16,859	16,507
R2	16,770	16,770	16,484
R1	16,604	16,604	16,461	16,560
PP	16,515	16,515	16,515	16,493
S1	16,349	16,349	16,414	16,305
S2	16,260	16,260	16,390
S3	16,005	16,094	16,367
S4	15,750	15,839	16,297

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,407	18,015	16,763
R3	17,814	17,422	16,600
R2	17,221	17,221	16,546
R1	16,829	16,829	16,491	16,729
PP	16,628	16,628	16,628	16,578
S1	16,236	16,236	16,383	16,136
S2	16,035	16,035	16,328
S3	15,442	15,643	16,274
S4	14,849	15,050	16,111

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,020	16,427	593	3.6%	295	1.8%	2%	False	True	254,604
10	17,063	16,427	636	3.9%	252	1.5%	2%	False	True	221,238
20	17,279	16,427	852	5.2%	211	1.3%	1%	False	True	189,741
40	17,279	16,427	852	5.2%	160	1.0%	1%	False	True	100,067
60	17,279	16,143	1,136	6.9%	148	0.9%	26%	False	False	66,730
80	17,279	16,143	1,136	6.9%	132	0.8%	26%	False	False	50,051
100	17,279	16,143	1,136	6.9%	112	0.7%	26%	False	False	40,042
120	17,279	16,143	1,136	6.9%	101	0.6%	26%	False	False	33,369

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	46
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	17,766
2.618	17,350
1.618	17,095
1.000	16,937
0.618	16,840
HIGH	16,682
0.618	16,585
0.500	16,555
0.382	16,525
LOW	16,427
0.618	16,270
1.000	16,172
1.618	16,015
2.618	15,760
4.250	15,343

Fisher Pivots for day following 10-Oct-2014
Pivot	1 day	3 day
R1	16,555	16,688
PP	16,515	16,604
S1	16,476	16,521

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols